Ordinary Index Rebalancing in the Barclays Short Interest Short Basket Total Return Index | November 2020

In the ordinary rebalance the following composition will be implemented over a period starting on 12.11.2020 (cob) and ending on 17.11.2020 (cob) . The new composition and target weights will be fully reflected in the index open 18.11.2020:

1-800-FLOWERS.COM INC-CL A
2U INC
8X8 INC
ACUITY BRANDS INC
AGREE REALTY CORP
AIR LEASE CORP
AKEBIA THERAPEUTICS INC
ALBEMARLE CORP
ALLEGHENY TECHNOLOGIES INC
AMAG PHARMACEUTICALS INC
AMBAC FINANCIAL GROUP INC
AMERICAN AIRLINES GROUP INC
AMERICAN EAGLE OUT INC
AMERICOLD REALTY TRUST
ANAPLAN INC
ANGI HOMESERVICES INC
ANTERO RESOURCES CORP
AON PLC
APPIAN CORP
ARCH RESOURCES INC
ARVINAS INC
ASSURED GUARANTY LTD
ATARA BIOTHERAPEUTICS INC
AVAYA HOLDINGS CORP
AVIS BUDGET GROUP INC
B&G FOODS INC
BANDWIDTH INC
BANK OZK
BED BATH & BEYOND INC
BIG LOTS
BIOCRYST PHARMACEUTICALS INC
BIOHAVEN PHARMACEUTICAL HOLD
BLOOM ENERGY CORP
BRINKS CO/THE
BUILDERS FIRSTSOURCE INC
CARDLYTICS INC
CARDTRONICS PLC
CARGURUS INC
CARVANA CO
CHART INDUSTRIES INC
CHEESECAKE FACTORY INC
CHEFS WAREHOUSE INC/THE
CHILDRENS PLACE INC/THE
CINCINNATI BELL INC
CINEMARK HOLDINGS INC
CLEARWAY ENERGY INC CLASS C
CLEVELAND CLIFFS INC
COHERUS BIOSCIENCES INC
COLFAX CORP
COLONY CAPITAL INC
COPA HOLDINGS SA
CORCEPT THERAPEUTICS INC
COWEN INC
CREDIT ACCEPTANCE CORP
CRYOPORT INC
CUBIC CORP
DAVE & BUSTERS ENTERTAINMENT INC
DICKS SPORTING GOODS INC
DIEBOLD NIXDORF INC
DISCOVERY INC – A
DMC GLOBAL INC
DUKE ENERGY CORP
EBIX INC
EDITAS MEDICINE INC
EHEALTH INC
EMPIRE STATE REALTY TRUST-A
ENCORE CAPITAL GROUP INC
EPR PROPERTIES
EVERQUOTE INC
FASTLY INC – CLASS A
FATE THERAPEUTICS INC
FIRST MAJESTIC SILVER CORP
FITBIT INC – A
FLEXION THERAPEUTICS INC
FUELCELL ENERGY INC.
G1 THERAPEUTICS INC
GATX CORP
GEO GROUP INC
GLOBAL BLOOD THERAPEUTICS IN
GOOSEHEAD INSURANCE INC
GREEN PLAINS INC
GREENBRIER COMPANIES INC
GREENSKY INC-CLASS A
H&R BLOCK INC
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC
HEALTH CATALYST INC
HEALTHCARE SERVICES GROUP
HEALTHEQUITY INC
HERON THERAPEUTICS INC
HERSHA HOSPITALITY TRUST
HIBBETT SPORTS INC
II-VI INC
INDEPENDENCE REALTY TRUST INC
INFINERA CORP
INTELLIA THERAPEUTICS INC
INTERCEPT PHARMACEUTICALS INC
INVESCO LTD
IROBOT CORP
IRON MTN INC
ISTAR INC
J2 GLOBAL INC
KADMON HOLDINGS INC
KARYOPHARM THERAPEUTICS INC
KOHLS CORP
LENDINGTREE INC
LIVENT CORP
LIVEPERSON INC
LOVESAC CO/THE
LUMEN TECHNOLOGIES INC
MACK-CALI REALTY CORP
MADRIGAL PHARMACEUTICALS INC
MARCUS CORPORATION
MASTEC INC
MATADOR RESOURCES CO
MAXAR TECHNOLOGIES LTD
MEDALLIA INC
MEREDITH
MICHAELS COS INC/THE
MIDDLEBY CORP
MONGODB INC
MR COOPER GROUP INC
MSG NETWORKS INC
NATIONAL STORAGE AFFILIATES TRUST
NAUTILUS INC
NAVIENT CORP
NORTHWEST NATURAL GAS CO
NORWEGIAN CRUISE LINE HOLDINGS LTD
ORCHID ISLAND CAPITAL INC
ORMAT TECHNOLOGIES INC
PAGERDUTY INC
PAGSEGURO DIGITAL LTD
PARK HOTELS & RESORTS INC
PBF ENERGY INC
PETIQ INC
PETMED EXPRESS INC
PLUG POWER INC
PNM RESOURCES
PRA GROUP INC
PROTO LABS INC
PUMA BIOTECHNOLOGY INC
Q2 HOLDINGS INC
QTS REALTY TRUST INC-CL A
QUAKER CHEMICAL CORP
QUALYS INC
RADIUS HEALTH INC
RANGE RESOURCES CORP
REALOGY HOLDINGS CORP
REDWOOD TRUST INC
RENEWABLE ENERGY GROUP INC
RH
ROCKET PHARMACEUTICALS INC
SABRE CORP
SALLY BEAUTY HOLDINGS INC
SEABRIDGE GOLD INC
SIGNET JEWELERS LTD
SIMON PROPERTY GROUP INC
SINCLAIR BROADCAST GROUP INC
SL GREEN REALTY CORP
SLACK TECHNOLOGIES INC
SMITH & WESSON BRANDS INC
Snowflake Inc.
SOUTH JERSEY INDUSTRIES
SPIRIT AIRLINES INC.
ST JOE CO/THE
STITCH FIX INC
SUMMIT MATERIALS INC
SUNPOWER CORP-CLASS A
SUNRUN INC
TABULA RASA HEALTHCARE INC
TAUBMAN CENTERS INC
TERADATA CORP
THE CHEMOURS COMPANY
TIVITY HEALTH INC
TRANSOCEAN LTD
TREX CO INC
TRINITY INDUSTRIES INC
TRUPANION INC
UNITED NATURAL FOODS INC
UNITED STATES STEEL CORP
VIASAT INC
VORNADO REALTY TRUST
VOYA FINANCIAL INC
WABASH NATIONAL CORP
WADDELL & REED FINANCIAL A
WAYFAIR INC
WD-40 CO
WESTERN UN CO
WORLD ACCEPTANCE CORP
YELP
ZILLOW GROUP INC – C CLASS
ZOOMINFO TECHNOLOGIES INC